Who's Who in
Business Academia

Ashok Margam

Academic Title: Assistant Professor

Name: Ashok Margam

 

Department: Department of Finance

Department Website: http://www.som.gmu.edu/undergraduate/index.php#finance

Institution: George Mason University

 

Address: 4400 University Drive
Fairfax, Virginia 22030

 

Highest Degree:

Date of Degree:

Degree Institution:

 

E-mail: Contact by e-mail?

 

Expertise: Market Microstructure and Quantitative Trading: Intraday Medium-frequency Trading, Hi-frequency Trading, Temporal Volatility Clusters, Derivative Pricing, Artificial Intelligence and Machine Learning
Market Efficiency: EMH, AMH, Calendar Anomalies, Cognitive Biases, Impacts of Exogenous Events
Socially Responsible Investing: Impact Investing, ESG Investing, ESG Ratings
Modern Portfolio Theory: Inter-asset-class Diversification, Intra-asset-class Diversification, Temporal Diversification
Market Regulation: Impact of Financial Market Regulation on the markets
International Financial Markets: Cross-country and Inter-market correlations, Foreign Exchange Markets

 

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